Berwyn Income Correlations

BERIX Fund

USD 14.69 0.32 2.13%

The current 90-days correlation between Berwyn Income and Schwab Health Care is 0.12 (i.e., Average diversification). The correlation of Berwyn Income is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Berwyn Income Correlation With Market

Very poor diversification

The correlation between Berwyn Income Fund and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Berwyn Income Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Berwyn Income Fund. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with Berwyn Mutual Fund

0.91	CWFIX	Chartwell Short Duration	Pair Corr
0.91	CWFCX	Carillon Chartwell Short	Pair Corr
0.91	CWFAX	Chartwell Short Duration	Pair Corr
0.91	CWFRX	Carillon Chartwell Short	Pair Corr
0.86	HIGCX	Eagle Growth Income	Pair Corr
0.86	HIGJX	Eagle Growth Income	Pair Corr
0.86	HIGUX	Eagle Growth Income	Pair Corr
0.9	CWSIX	Chartwell Small Cap	Pair Corr
0.84	CWSGX	Chartwell Small Cap	Pair Corr
0.89	CWSHX	Carillon Chartwell Small	Pair Corr
0.9	CWSCX	Carillon Chartwell Small	Pair Corr
0.86	CWSAX	Carillon Chartwell Small	Pair Corr
0.86	CWSBX	Carillon Chartwell Small	Pair Corr
0.89	CWSWX	Carillon Chartwell Small	Pair Corr
0.86	CWSRX	Columbia Large Cap	Pair Corr
0.85	SUBTX	Carillon Reams Uncon	Pair Corr
0.85	SUBDX	Carillon Reams Uncon	Pair Corr
0.85	SUBFX	Scout Unconstrained Bond	Pair Corr
0.84	SUBEX	Carillon Reams Uncon	Pair Corr
0.92	UMBMX	Scout Mid Cap	Pair Corr
0.84	UMBHX	Scout Small Cap	Pair Corr
1.0	BERSX	Carillon Chartwell Real	Pair Corr
1.0	BERGX	Carillon Chartwell Real	Pair Corr
1.0	BERHX	Carillon Chartwell Real	Pair Corr
0.91	BERDX	Carillon Chartwell Mid	Pair Corr
0.91	BERBX	Carillon Chartwell Mid	Pair Corr
0.91	BERCX	Berwyn Cornerstone	Pair Corr
0.91	BERAX	Carillon Chartwell Mid	Pair Corr
0.68	HRCCX	Eagle Capital Apprec	Pair Corr
0.69	HRCPX	Eagle Capital Apprec	Pair Corr

Moving against Berwyn Mutual Fund

0.75

HRCVX

Eagle Growth Income

Pair Corr

Related Correlations Analysis

	SBHIX	PGHAX	ETAHX	THQ	GGHYX	SWHFX
SBHIX		0.95	0.85	0.89	0.91	0.97	SBHIX
PGHAX	0.95		0.87	0.85	0.89	0.91	PGHAX
ETAHX	0.85	0.87		0.79	0.74	0.78	ETAHX
THQ	0.89	0.85	0.79		0.86	0.92	THQ
GGHYX	0.91	0.89	0.74	0.86		0.94	GGHYX
SWHFX	0.97	0.91	0.78	0.92	0.94		SWHFX
	SBHIX	PGHAX	ETAHX	THQ	GGHYX	SWHFX

Risk-Adjusted Indicators

There is a big difference between Berwyn Mutual Fund performing well and Berwyn Income Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Berwyn Income's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SBHIX	0.63	0.14	0.15	0.41	0.52	(0.73)	1.69	(1.16)	4.28
PGHAX	0.64	0.08	0.08	0.18	0.57	(0.74)	1.80	(1.15)	3.94
ETAHX	1.10	0.17	0.13	0.51	0.97	(1.26)	3.21	(1.85)	5.52
THQ	0.79	0.08	0.08	0.14	0.81	(0.86)	2.23	(1.38)	5.79
GGHYX	0.68	0.08	0.09	0.20	0.56	(0.85)	1.65	(1.27)	7.14
SWHFX	0.68	0.16	0.20	0.43	0.42	(0.86)	2.04	(1.00)	4.68

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC